A Matlab Program to Calculate Distribution with Maximum Renyi Entropy

被引：0
|
作者：
Tabass, Sanei M. [1 ]
Borzadaran, Mohtashami G. R. [2 ]
Amini, M. [2 ]
Mohtashami, Y. [3 ]
机构：
[1] Univ Sistan & Baluchestan, Dept Stat, Zahedan, Iran
[2] Ferdowsi Univ Mashhad, Dept Stat, Mashhad, Iran
[3] Ferdowsi Univ Mashhad, Dept Mech, Mashhad, Iran
来源：
THAILAND STATISTICIAN | 2016年 / 14卷 / 02期
关键词：
Shannon entropy; Renyi entropy; maximum entropy principle; maximum Renyi entropy; lagrange method; moment condition;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Maximizing the Shannon entropy and Renyi entropy in a class of distributions subject to a set of constraints are the topics that play an important role in statistical inference. In this paper some distributions with maximum Renyi entropy under given constraints are presented. In this regard, we wrote a program in Matlab, that find out distributions with maximum Renyi entropy. In this program we have used the method of Lagrange. Using this program we have determined Lagrange multipliers and then obtained distributions with maximum Renyi entropy under a given constraint. In any case the results are summariezed in related table.
引用
收藏
页码：219 / 230
页数：12
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